Replication files for "Uncertainty in Empirical Economics" by Frank Schorfheide and Zhiheng You.


This repository contains replication materials for the three empirical applications presented in Sections 4–6 of the paper. The folder structure is as follows:

ManyLabs/

Meager 2019/

RCT2Scale/

Each folder includes the replication data, code, and results for the corresponding application.

To replicate the results for each example, navigate to the Code subfolder within each main directory and run the relevant MATLAB scripts. All replication scripts begin with *_main, e.g.,

ManyLabs/Code/ManyLabs_main_*.m

Meager2019/Code/Meager_main_*.m

RCT2Scale/Code/RCT_main_*.m